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Econometric tests of efficiency in portfolio diversification
Sengupta, Jati K. - In: Economic notes : economic review of Banca Monte dei … (1990), pp. 114-125
Persistent link: https://www.econbiz.de/10001086496
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A stochastic variance frontier model of volatility of stock market returns
Sengupta, Jati K. - In: Journal of quantitative economics : official journal of … 11 (1995) 2, pp. 13-31
Persistent link: https://www.econbiz.de/10001208326
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Empirical tests of chaotic dynamics in market volatility
Sengupta, Jati K. - In: Applied financial economics 5 (1995) 5, pp. 291-300
Persistent link: https://www.econbiz.de/10001189982
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Asymmetry of market returns and the mean variance frontier
Sengupta, Jati K. - In: Keio economic studies 31 (1994) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10001166871